Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2464200.7589 | 2404783.3993 | 59417.3596 | 1374023.0667 | 622507.0897 | 751515.977 |
Total P&L (%) | 2464.2008 | 2404.7834 | 59.4174 | 1374.0231 | 622.5071 | 751.516 |
Avg Daily Profit (%) | 1.3234 | 1.2915 | 0.0319 | 0.1446 | 0.1063 | 0.1151 |
Buy And Hold Return (%) | 243.7777 | 243.7777 | 243.7777 | 243.7777 | 243.7777 | 243.7777 |
Max Trade Drawdown | -100907 | -88622 | -70941 | -1083432 | -1002705 | -514670 |
Profit Factor | 5.1502 | 7.4411 | 1.2696 | 1.3332 | 1.223 | 1.5644 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 38.4615 | 34.375 | 42.4242 | 38.4615 | 34.375 | 42.4242 |
Ratio Avg Win / Avg Loss | 8.2403 | 14.2057 | 1.723 | 2.1332 | 2.3348 | 2.1231 |
Largest Winning Trade | 2239786 | 2239786 | 63889 | 1105621 | 1105621 | 639452 |
Largest Losing Trade | -43090 | -43090 | -27363 | -394013 | -394013 | -226511 |
Avg Bars in Trades | 165 | 262 | 72 | 165 | 262 | 72 |
Avg Bars in Winners | 312 | 552 | 124 | 312 | 552 | 124 |
Avg Bars in Losers | 74 | 110 | 34 | 74 | 110 | 34 |
Bars Traded | 10783 | 8392 | 2391 | 10783 | 8392 | 2391 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119239 | 576437 | -317997 | -139859 | -59599 | -42126 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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